| Trading Metrics calculated at close of trading on 30-Jun-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2000 |
30-Jun-2000 |
Change |
Change % |
Previous Week |
| Open |
3,764.83 |
3,665.83 |
-99.00 |
-2.6% |
3,685.30 |
| High |
3,764.83 |
3,764.96 |
0.13 |
0.0% |
3,817.50 |
| Low |
3,634.03 |
3,666.18 |
32.15 |
0.9% |
3,634.03 |
| Close |
3,665.83 |
3,763.79 |
97.96 |
2.7% |
3,763.79 |
| Range |
130.80 |
98.78 |
-32.02 |
-24.5% |
183.47 |
| ATR |
146.58 |
143.20 |
-3.39 |
-2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Jun-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,027.98 |
3,994.67 |
3,818.12 |
|
| R3 |
3,929.20 |
3,895.89 |
3,790.95 |
|
| R2 |
3,830.42 |
3,830.42 |
3,781.90 |
|
| R1 |
3,797.11 |
3,797.11 |
3,772.84 |
3,813.77 |
| PP |
3,731.64 |
3,731.64 |
3,731.64 |
3,739.97 |
| S1 |
3,698.33 |
3,698.33 |
3,754.74 |
3,714.99 |
| S2 |
3,632.86 |
3,632.86 |
3,745.68 |
|
| S3 |
3,534.08 |
3,599.55 |
3,736.63 |
|
| S4 |
3,435.30 |
3,500.77 |
3,709.46 |
|
|
| Weekly Pivots for week ending 30-Jun-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,288.85 |
4,209.79 |
3,864.70 |
|
| R3 |
4,105.38 |
4,026.32 |
3,814.24 |
|
| R2 |
3,921.91 |
3,921.91 |
3,797.43 |
|
| R1 |
3,842.85 |
3,842.85 |
3,780.61 |
3,882.38 |
| PP |
3,738.44 |
3,738.44 |
3,738.44 |
3,758.21 |
| S1 |
3,659.38 |
3,659.38 |
3,746.97 |
3,698.91 |
| S2 |
3,554.97 |
3,554.97 |
3,730.15 |
|
| S3 |
3,371.50 |
3,475.91 |
3,713.34 |
|
| S4 |
3,188.03 |
3,292.44 |
3,662.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,817.50 |
3,634.03 |
183.47 |
4.9% |
108.90 |
2.9% |
71% |
False |
False |
|
| 10 |
3,990.21 |
3,634.03 |
356.18 |
9.5% |
127.25 |
3.4% |
36% |
False |
False |
|
| 20 |
3,990.21 |
3,582.52 |
407.69 |
10.8% |
127.43 |
3.4% |
44% |
False |
False |
|
| 40 |
3,990.21 |
2,897.27 |
1,092.94 |
29.0% |
157.58 |
4.2% |
79% |
False |
False |
|
| 60 |
4,308.62 |
2,897.27 |
1,411.35 |
37.5% |
180.28 |
4.8% |
61% |
False |
False |
|
| 80 |
4,816.35 |
2,897.27 |
1,919.08 |
51.0% |
194.89 |
5.2% |
45% |
False |
False |
|
| 100 |
4,816.35 |
2,897.27 |
1,919.08 |
51.0% |
185.34 |
4.9% |
45% |
False |
False |
|
| 120 |
4,816.35 |
2,897.27 |
1,919.08 |
51.0% |
177.57 |
4.7% |
45% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,184.78 |
|
2.618 |
4,023.57 |
|
1.618 |
3,924.79 |
|
1.000 |
3,863.74 |
|
0.618 |
3,826.01 |
|
HIGH |
3,764.96 |
|
0.618 |
3,727.23 |
|
0.500 |
3,715.57 |
|
0.382 |
3,703.91 |
|
LOW |
3,666.18 |
|
0.618 |
3,605.13 |
|
1.000 |
3,567.40 |
|
1.618 |
3,506.35 |
|
2.618 |
3,407.57 |
|
4.250 |
3,246.37 |
|
|
| Fisher Pivots for day following 30-Jun-2000 |
| Pivot |
1 day |
3 day |
| R1 |
3,747.72 |
3,751.12 |
| PP |
3,731.64 |
3,738.44 |
| S1 |
3,715.57 |
3,725.77 |
|